Kakiyasu Honten Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.07% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5760 | 2.42 | |
| 0.2840 | 5.55 | |
| 0.6248 | 12.24 | |
| 0.5723 | 4.11 | |
| -1.0211 | -5.55 | |
| 0.7317 | 6.64 | |
| -0.4489 | -4.32 | |
| 0.3516 | 3.14 | |
| -0.4332 | -2.85 | |
| 0.6034 | 3.78 | |
| -0.6469 | -3.63 | |
| 0.4472 | 2.45 | |
| -0.3957 | -1.41 |
Estimation Period:
Jun 18, 1997 to Feb 10, 2026
Jun 18, 1997 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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